Algonquin Power & Utilities Corp

10-Year Study

AQN.TO · Utilities · CA · Common Stock

Executive Summary: Algonquin Power & Utilities Corp has compounded at 2.4% annually over the last 10 years, with a maximum drawdown of 90.1% and an annualized volatility of 117.3%.

1Y CAGR
+253.6%
3Y CAGR
+16.1%
5Y CAGR
-11.1%
10Y CAGR
+2.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
90.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
124.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +175.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -68.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.96.7-10.73.2————————4.1%
2025-18.013.1-0.76.7-8.3-7.215.2-15.9-15.3-14.0-0.6370.2175.8%
2024-16.023.3-12.2-12.70.0-7.614.3-7.9-8.9-2.7-1.625.4-15.7%
202339.429.3-24.69.8-6.3-12.30.0-16.3-12.2-38.8-1.364.3-10.6%
20228.2-15.2-11.9-13.3-5.8-21.9-9.6-3.3-14.51.2-4.0-15.8-68.4%
202112.8-6.40.6-2.2-5.78.4-2.8-6.25.3-5.6-13.0-4.0-19.6%
202010.30.7-6.11.8-0.1-7.85.3-2.28.1-19.86.929.020.6%
20195.70.64.13.73.11.83.65.85.3-0.33.0-0.442.4%
2018-5.0-5.01.8-2.11.01.90.65.80.1-1.67.3-1.42.7%
2017-0.76.76.51.88.0-1.2-2.31.7-1.64.72.80.129.1%
2016———0.86.63.02.7-3.00.40.9-6.13.68.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 117.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.5% of variance. Idiosyncratic stock-specific factors contribute 29.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110082.872073966419
2016-05-0110745.23021738458
2016-06-0111066.514116082748
2016-07-0111364.451590958284
2016-08-0111019.975880515787
2016-09-0111065.74105569127
2016-10-0111159.899811373263
2016-11-0110481.925848047249
2016-12-0110863.97229351557
2017-01-0110787.748538915857
2017-02-0111512.569961965428
2017-03-0112261.6654813074
2017-04-0112483.688425739816
2017-05-0113487.73926219116
2017-06-0113322.14972633662
2017-07-0113009.833328179597
2017-08-0113224.589504932124
2017-09-0113016.32703546801
2017-10-0113628.127029283525
2017-11-0114003.061319150253
2017-12-0114020.377871919352
2018-01-0113322.304338414917
2018-02-0112654.225548099816
2018-03-0112885.061380995083
2018-04-0112612.634899038312
2018-05-0112743.900553511237
2018-06-0112986.177680200377
2018-07-0113067.967469618725
2018-08-0113824.63898079718
2018-09-0113832.060360555368
2018-10-0113604.31676922601
2018-11-0114598.317820588145
2018-12-0114399.332075821763
2019-01-0115217.38458208355
2019-02-0115311.697949843841
2019-03-0115942.669841368006
2019-04-0116540.075676233067
2019-05-0117059.31933021504
2019-06-0117366.307856454976
2019-07-0117990.0475448372
2019-08-0119040.560839573478
2019-09-0120055.04630684591
2019-10-0119999.763040286925
2019-11-0120596.768647481167
2019-12-0120511.47497033154
2020-01-0122621.798255071335
2020-02-0122778.11838916349
2020-03-0121399.16118153644
2020-04-0121794.386478304816
2020-05-0121771.80310245819
2020-06-0120064.229465945722
2020-07-0121127.46765840702
2020-08-0120670.16461898269
2020-09-0122351.39639015826
2020-10-0117935.00167208282
2020-11-0119171.897118850728
2020-12-0124737.932527289027
2021-01-0127907.478952751393
2021-02-0126129.440642150767
2021-03-0126284.05331024459
2021-04-0125696.52871027768
2021-05-0124243.174348581866
2021-06-0126284.05331024459
2021-07-0125541.91604218385
2021-08-0123964.87213581125
2021-09-0125232.690705996196
2021-10-0123810.25946771742
2021-11-0120718.01790180629
2021-12-0119883.11273799011
2022-01-0121522.00141670111
2022-02-0118244.225533774796
2022-03-0116079.655552939597
2022-04-0113946.010170017118
2022-05-0113142.026655122296
2022-06-0110266.241792395553
2022-07-019276.724697733385
2022-08-018967.50083604141
2022-09-017668.759142439427
2022-10-017761.526300947019
2022-11-017452.302439255043
2022-12-016277.250290329851
2023-01-018751.043395609186
2023-02-0111317.604396643954
2023-03-018534.586692424802
2023-04-019369.491856240978
2023-05-018781.965781778383
2023-06-017699.681528608624
2023-07-017699.681528608624
2023-08-016447.323782884358
2023-09-015658.802198321977
2023-10-013463.310568565421
2023-11-013416.9269893116243
2023-12-015612.41861906818
2024-01-014715.668314289687
2024-02-015813.414129167965
2024-03-015102.198510028578
2024-04-014452.828031851507
2024-05-014452.828031851507
2024-06-014112.681415366413
2024-07-014700.207121205089
2024-08-014329.138118550796
2024-09-013942.6079228119047
2024-10-013834.3795712197134
2024-11-013772.534798881318
2024-12-014731.129507374286
2025-01-013880.7631504735095
2025-02-014390.982890889191
2025-03-014360.060504719994
2025-04-014653.823541951292
2025-05-014267.293346212401
2025-06-013958.069115896504
2025-07-014561.056383443699
2025-08-013834.3795712197134
2025-09-013246.8534967571172
2025-10-012790.7479321375313
2025-11-012775.2867390529323
2025-12-0113049.259408144962
2026-01-0113822.319799622745
2026-02-0114749.992269396083
2026-03-0113172.949070781407
2026-04-0113590.401682179408
Annual Return Matrix
YearAnnual Return
20170.29053880966612566
20180.02702881529758172
20190.4244740563190992
20200.20605332200979087
2021-0.19625002145767212
2022-0.6842923754922898
2023-0.10591128926081661
2024-0.15702483572763382
20251.7581699862169122
20260.041469194312796276
Total Factor Risk
1.1725249914993985
VTI.US Exposure
-0.007136658225801197
VEA.US Exposure
0.01999783757902829
VWO.US Exposure
-0.003805175453133306
QQQ.US Exposure
-0.006176108811779544
VTV.US Exposure
-0.0018861801214439678
IJR.US Exposure
0.024924760521310416
QUAL.US Exposure
0.04325193185623882
SHV.US Exposure
0.6054273354519458
TLT.US Exposure
0.0019227974770197112
LQD.US Exposure
-0.0010713043717670658
HYG.US Exposure
0.007341682505019742
GLD.US Exposure
0.0012199019667152482
USO.US Exposure
-0.00003216957478319249
VNQ.US Exposure
0.0021360012072218952
BTC-USD.CC Exposure
-0.0005419245119699345
CPER.US Exposure
0.009230085221309418
VIX.INDX Exposure
0.00355090252930003
UUP.US Exposure
0.0016568280846149877
TIP.US Exposure
0.0023372731156141428
Idiosyncratic Exposure
0.29765218355533973
Value Score
40.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
117.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.00%
Market Cap$6.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$277
Avg Yield on Cost
1.38%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$137.61.38%Solid
2026$139.151.39%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+68.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Algonquin Power & Utilities Corp a high-risk investment?

Algonquin Power & Utilities Corp (AQN.TO) has an annualized volatility of 117.3% and experienced a maximum drawdown of 90.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AQN.TO?

Over the past 10 years, AQN.TO has generated a Compound Annual Growth Rate (CAGR) of 2.4%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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